The Estimation and Tracking of Frequency

This book presents practical techniques for estimating frequencies of signals. Includes Matlab code. For researchers.

B. G. Quinn (Author), E. J. Hannan (Author)

9780521804462, Cambridge University Press

Hardback, published 5 February 2001

280 pages
25.4 x 17.8 x 1.7 cm, 0.65 kg

'… I feel that this book will help all users who are graduates taking an advanced statistics or mathematics course in conjunction with communications systems.' Journal of the Royal Statistical Society

Many electronic and acoustic signals can be modelled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterise the periodicity or near-periodicity of a signal and consequently to identify its source. This book presents and analyses several practical techniques used for such estimation. The problem of tracking slow frequency changes over time of a very noisy sinusoid is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large. Each chapter begins with a detailed overview, and many applications are given. Matlab code for the estimation techniques is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.

Preface
1. Introduction
2. Statistical and probabilistic methods
3. The estimation of a fixed frequency
4. Techniques derived from ARMA modelling
5. Estimation using Fourier coefficients
6. Tracking frequency in low SNR conditions
7. Other estimation techniques
References
Appendix. Matlab programs
Author index
Subject index.

Subject Areas: Electronics & communications engineering [TJ], Applied mathematics [PBW], Probability & statistics [PBT]